+486.0%
HAL vs WAT
+10,816.8%
-10,330.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +17.0% | +2.3% | +14.7% | +16.1% |
| 3M | -9.7% | +8.7% | -18.4% | -12.3% |
| 6M | +8.6% | +28.3% | -19.7% | -0.9% |
| YTD | +33.0% | +7.8% | +25.2% | +27.4% |
| 1Y | +68.3% | +36.6% | +31.7% | +49.0% |
| 3Y | +0.1% | +45.7% | -45.6% | -15.3% |
| 5Y | +102.6% | -3.3% | +105.9% | +90.2% |
| 10Y | +3.8% | +162.1% | -158.3% | -27.8% |
| All | +486.0% | +10,816.8% | -10,330.8% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling